Mimic (1997) [Manny]: Killed by the giant insect in the subway tunnel. (It's been some time since I've seen this movie, so my memory is vague.)

Hannibal (2001) [Inspector Renaldo Pazzi]: Hanged and disemboweled when Anthony Hopkins throws him over a balcony after placing a noose over his neck and slashing his stomach.

Quantum of Solace(2008) [Mathis]: Shot repeatedly in the back by Juan Carlos Avendano and Mike Perez while Daniel Craig is helping Giancarlo out of the trunk of a car; he dies shortly afterwards while talking to Daniel. (Thanks to Andrew and Tommy)